Papers › Debiased Bayesian inference for average treatment effects

Debiased Bayesian inference for average treatment effects

26 Sep 2019NeurIPS 2019 12arXiv:1909.12078archive 2025-07-28

Kolyan Ray, Botond Szabo

Bayesian approaches have become increasingly popular in causal inference problems due to their conceptual simplicity, excellent performance and in-built uncertainty quantification ('posterior credible sets'). We investigate Bayesian inference for average treatment effects from observational data, which is a challenging problem due to the missing counterfactuals and selection bias. Working in the standard potential outcomes framework, we propose a data-driven modification to an arbitrary (nonparametric) prior based on the propensity score that corrects for the first-order posterior bias, thereby improving performance. We illustrate our method for Gaussian process (GP) priors using (semi-)synthetic data. Our experiments demonstrate significant improvement in both estimation accuracy and uncertainty quantification compared to the unmodified GP, rendering our approach highly competitive with the state-of-the-art.

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Bayesian InferenceCausal InferenceSelection biasUncertainty Quantification

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Causal inferenceCounterfactualsGaussian Process

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